+282.0%
FITB vs VSH
+179.3%
+102.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | -1.0% | +3.1% | -4.1% | -2.3% |
| 30D | -5.5% | -5.7% | +0.2% | -3.5% |
| 3M | +4.1% | -42.5% | +46.6% | +24.9% |
| 6M | +18.7% | +82.7% | -64.0% | -23.0% |
| YTD | +18.2% | +118.2% | -100.1% | -30.9% |
| 1Y | +23.7% | +109.7% | -86.0% | -27.4% |
| 3Y | +130.8% | +35.3% | +95.5% | +59.6% |
| 5Y | +69.8% | +65.6% | +4.2% | -0.2% |
| All | +282.0% | +179.3% | +102.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling